Almost-sure sample stability of the continuous-time LMS algorithm

Peter J. Voltz, Frank Kozin

Research output: Contribution to journalConference articlepeer-review

Abstract

Consideration is given to the stability properties of the conventional continuous-time LMS algorithm. The algorithm is investigated for the case of stationary ergodic inputs, and a necessary and sufficient condition for exponential almost-sure convergence is presented. This condition is shown to be less restrictive than the well-known persistency of excitation condition. Also, the authors point out and clarify an apparently common error regarding the connection between persistency of excitation and positive-definite autocorrelation in stationary ergodic vector waveforms.

Original languageEnglish (US)
Pages (from-to)1253-1256
Number of pages4
JournalICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume3
StatePublished - 1990
Event1990 International Conference on Acoustics, Speech, and Signal Processing: Speech Processing 2, VLSI, Audio and Electroacoustics Part 2 (of 5) - Albuquerque, New Mexico, USA
Duration: Apr 3 1990Apr 6 1990

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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